+27.6%
CAVA vs BIIB
-27.6%
+55.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | -8.0% | -1.7% | -6.4% | -7.7% |
| 30D | -19.6% | +4.0% | -23.5% | -20.2% |
| 3M | -36.7% | +8.6% | -45.3% | -37.7% |
| 6M | -30.6% | +14.0% | -44.6% | -32.6% |
| YTD | -4.8% | +23.4% | -28.2% | -9.4% |
| 1Y | -13.1% | +45.9% | -59.0% | -20.2% |
| 3Y | +48.8% | -16.1% | +64.9% | +62.4% |
| All | +27.6% | -27.6% | +55.2% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling